As of: 14-Dec-2018
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 53,191 1.40000 1.50500 1.40000 1.46805 53,191 53,191 T/N 1,000 1.505 1.510 n.a. 1.508 0.000 0.000 Call 0.000 0.000 0.000 0.000 0.000 0.000 0.000 Total 54,191 0.000 0.000 0.000 0.000 53,191 53,191 less than 1 month (not incl. of O/N,T/N,call)1/ 1,400 1.495 1.495 1.495 1.495 20,420 24,955 1 month 2/ 0.000 0.000 0.000 0.000 0.000 3,200 2,800 2 month 3/ 0.000 0.000 0.000 0.000 0.000 2,200 5,300 3 month 4/ 1,000 1.630 1.630 1.630 1.630 11,100 4,300 6 month 5/ 0.000 0.000 0.000 0.000 0.000 435 0.000 9 month 6/ 0.000 0.000 0.000 0.000 0.000 0.000 0.0000 12 month 7/ 0.000 0.000 0.000 0.000 0.000 0.000 0.0000 Total Term Transactions 2,400 0.000 0.000 0.000 0.000 37,355 37,355 Grand Total 56,591 1.40000 1.63000 1.40000 1.47227 90,546 90,546 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand